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~isPartOf:"International advances in economic research"
~isPartOf:"Journal of econometrics"
~language:"dan"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~language:"zho"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Forecasting model
Germany
Kapitaleinkommen
Share price
Theory
Wirkungsanalyse
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,595
Time series analysis
667
Zeitreihenanalyse
667
Nichtparametrisches Verfahren
543
Nonparametric statistics
543
Estimation
469
Schätzung
464
Regression analysis
452
Regressionsanalyse
452
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
309
Panel study
309
Prognoseverfahren
279
USA
221
United States
221
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
163
Kointegration
162
ARCH model
146
ARCH-Modell
146
Capital income
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
527
Free
2
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Article
1,850
Book / Working Paper
34
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Article in journal
Aufsatz im Buch
Book section
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
1,884
Sammelwerk
52
Konferenzschrift
18
Conference proceedings
14
Festschrift
9
Conference paper
8
Konferenzbeitrag
8
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5
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3
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1
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1
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Phillips, Peter C. B.
37
Timmermann, Allan
21
Bollerslev, Tim
18
Ghysels, Eric
18
Linton, Oliver
18
Swanson, Norman R.
18
Diebold, Francis X.
17
Pesaran, M. Hashem
17
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Tauchen, George Eugene
15
Taylor, Robert
14
Corradi, Valentina
13
Todorov, Viktor
13
Aït-Sahalia, Yacine
12
Granger, C. W. J.
12
Hsiao, Cheng
12
McAleer, Michael
12
Patton, Andrew J.
12
Xiao, Zhijie
12
Andersen, Torben
11
Chib, Siddhartha
11
Mykland, Per A.
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Dijk, Herman K. van
10
Dufour, Jean-Marie
10
Hong, Yongmiao
10
Kapetanios, George
10
White, Halbert
10
Baltagi, Badi H.
9
Koopman, Siem Jan
9
Li, Qi
9
Ng, Serena
9
Park, Joon Y.
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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International advances in economic research
Journal of econometrics
Economics letters
5,756
European journal of operational research : EJOR
4,936
Journal of economic theory
2,870
Applied economics
2,596
The American economic review
2,526
Journal of economic dynamics & control
2,522
Journal of economic behavior & organization : JEBO
2,446
Computers & operations research : and their applications to problems of world concern ; an international journal
2,351
Economic modelling
2,315
Journal of banking & finance
2,302
European economic review : EER
2,143
International journal of production research
1,981
Applied economics letters
1,943
Journal of public economics
1,874
Games and economic behavior
1,857
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,819
Energy economics
1,786
International journal of forecasting
1,706
Management science : journal of the Institute for Operations Research and the Management Sciences
1,699
Finance research letters
1,676
Journal of financial economics
1,506
Journal of monetary economics
1,505
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,498
The economic journal : the journal of the Royal Economic Society
1,498
The journal of finance : the journal of the American Finance Association
1,423
Public choice
1,418
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,414
International review of economics & finance : IREF
1,403
International journal of production economics
1,393
International economic review
1,360
Journal of international economics
1,347
The review of financial studies
1,317
Social choice and welfare
1,307
Journal of international money and finance
1,304
Journal of macroeconomics
1,279
International review of financial analysis
1,271
American journal of agricultural economics
1,249
International journal of industrial organization
1,193
Journal of mathematical economics
1,132
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ECONIS (ZBW)
1,884
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1
Tax deduction matters : elasticities of the Laffer curve, taxable income, and tax revenue
Gunji, Hiroshi
;
Hiraga, Kazuki
;
Miyazaki, Kenji
- In:
International advances in economic research
30
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014511772
Saved in:
2
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
3
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
4
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
5
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
6
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
7
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
10
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
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